52-week adjusted-price high
Active Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.
12 historical occurrences (since 2017-12-29)
Average forward return after 52-week adjusted-price high。20-day: Win 66.7%, Sample 12, Median +9.35%, Excess +7.69%, Beat mkt rate 66.7%;60-day: Win 45.5%, Sample 11, Median -3.29%, Excess +0.91%, Beat mkt rate 36.4%;120-day: Win 60%, Sample 10, Median +20.35%, Excess +11.46%, Beat mkt rate 50%
Stock avg forward return Market (same period)
120 days after: historical avg +13.18%
20-day
60-day
120-day
Win
66.7%
45.5%
60%
Sample
12
11
10
Median
+9.35%
-3.29%
+20.35%
Excess
+7.69%
+0.91%
+11.46%
Beat mkt rate
66.7%
36.4%
50%
Over 10 occurrences, 120-day forward avg gained 13.18%, beat the market by 11.46 pts; win rate 60%.
20% below its peak
Active · now -76.46% Adjusted close first falls 20% or more below its highest level so far; repeated hits within 20 days count once.
10 historical occurrences (since 2016-01-08)
Average forward return after 20% below its peak。20-day: Win 50%, Sample 10, Median -8.13%, Excess -5.47%, Beat mkt rate 40%;60-day: Win 50%, Sample 10, Median +0.27%, Excess -1.9%, Beat mkt rate 40%;120-day: Win 50%, Sample 10, Median -0.65%, Excess -7.18%, Beat mkt rate 40%
Stock avg forward return Market (same period)
120 days after: historical avg -1.16%
20-day
60-day
120-day
Win
50%
50%
50%
Sample
10
10
10
Median
-8.13%
+0.27%
-0.65%
Excess
-5.47%
-1.9%
-7.18%
Beat mkt rate
40%
40%
40%
Over 10 occurrences, 120-day forward avg declined 1.16%, lagged the market by 7.18 pts; win rate 50%.
Top-quintile 6-month momentum
Active · now 94.55% The ETF ranks in the top 20% of liquid US-listed ETFs by 126-day adjusted return.
25 historical occurrences (since 2016-07-12)
Average forward return after Top-quintile 6-month momentum。20-day: Win 50%, Sample 24, Median +0.51%, Excess -0.36%, Beat mkt rate 45.8%;60-day: Win 50%, Sample 24, Median +4.63%, Excess +5.44%, Beat mkt rate 50%;120-day: Win 50%, Sample 24, Median +1.02%, Excess +9.67%, Beat mkt rate 37.5%
Stock avg forward return Market (same period)
120 days after: historical avg +17.58%
20-day
60-day
120-day
Win
50%
50%
50%
Sample
24
24
24
Median
+0.51%
+4.63%
+1.02%
Excess
-0.36%
+5.44%
+9.67%
Beat mkt rate
45.8%
50%
37.5%
Over 24 occurrences, 120-day forward avg gained 17.58%, beat the market by 9.67 pts; win rate 50%.